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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationFri, 24 Dec 2010 14:44:30 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/24/t1293201745l20m84jpl27ylp5.htm/, Retrieved Tue, 30 Apr 2024 00:58:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115022, Retrieved Tue, 30 Apr 2024 00:58:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact96

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [] [2010-12-24 14:44:30] [5e4b6b538311b7e958647ef5010fb0e5] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
740
691
683
594
729
731
386
331
706
715
657
653
642
643
718
654
632
731
392
344
792
852
649
629
685
617
715
715
629
916
531
357
917
828
708
858
775
785
1006
789
734
906
532
387
991
841
892
782

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115022&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115022&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115022&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)26645.6152482269Range675Trim Var.15836.9407665505
V(Y[t],d=1,D=0)43923.401480111Range989Trim Var.18224.2878048780
V(Y[t],d=2,D=0)112937.024637681Range1503Trim Var.58849.8044871795
V(Y[t],d=3,D=0)324847.937373737Range2458Trim Var.176479.453441296
V(Y[t],d=0,D=1)7961.07301587302Range389Trim Var.4662.75705645161
V(Y[t],d=1,D=1)12366.5932773109Range448Trim Var.8019.05806451613
V(Y[t],d=2,D=1)34552.3493761141Range685Trim Var.24607.0862068966
V(Y[t],d=3,D=1)106243.683712121Range1251Trim Var.74620.1625615763
V(Y[t],d=0,D=2)19746.8913043478Range599Trim Var.8959.77631578947
V(Y[t],d=1,D=2)30099.2490118577Range658Trim Var.17038.5614035088
V(Y[t],d=2,D=2)72261.170995671Range946Trim Var.45199.5849673203
V(Y[t],d=3,D=2)210855.361904762Range1532Trim Var.136268.808823529

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 26645.6152482269 & Range & 675 & Trim Var. & 15836.9407665505 \tabularnewline
V(Y[t],d=1,D=0) & 43923.401480111 & Range & 989 & Trim Var. & 18224.2878048780 \tabularnewline
V(Y[t],d=2,D=0) & 112937.024637681 & Range & 1503 & Trim Var. & 58849.8044871795 \tabularnewline
V(Y[t],d=3,D=0) & 324847.937373737 & Range & 2458 & Trim Var. & 176479.453441296 \tabularnewline
V(Y[t],d=0,D=1) & 7961.07301587302 & Range & 389 & Trim Var. & 4662.75705645161 \tabularnewline
V(Y[t],d=1,D=1) & 12366.5932773109 & Range & 448 & Trim Var. & 8019.05806451613 \tabularnewline
V(Y[t],d=2,D=1) & 34552.3493761141 & Range & 685 & Trim Var. & 24607.0862068966 \tabularnewline
V(Y[t],d=3,D=1) & 106243.683712121 & Range & 1251 & Trim Var. & 74620.1625615763 \tabularnewline
V(Y[t],d=0,D=2) & 19746.8913043478 & Range & 599 & Trim Var. & 8959.77631578947 \tabularnewline
V(Y[t],d=1,D=2) & 30099.2490118577 & Range & 658 & Trim Var. & 17038.5614035088 \tabularnewline
V(Y[t],d=2,D=2) & 72261.170995671 & Range & 946 & Trim Var. & 45199.5849673203 \tabularnewline
V(Y[t],d=3,D=2) & 210855.361904762 & Range & 1532 & Trim Var. & 136268.808823529 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115022&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]26645.6152482269[/C][C]Range[/C][C]675[/C][C]Trim Var.[/C][C]15836.9407665505[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]43923.401480111[/C][C]Range[/C][C]989[/C][C]Trim Var.[/C][C]18224.2878048780[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]112937.024637681[/C][C]Range[/C][C]1503[/C][C]Trim Var.[/C][C]58849.8044871795[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]324847.937373737[/C][C]Range[/C][C]2458[/C][C]Trim Var.[/C][C]176479.453441296[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]7961.07301587302[/C][C]Range[/C][C]389[/C][C]Trim Var.[/C][C]4662.75705645161[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]12366.5932773109[/C][C]Range[/C][C]448[/C][C]Trim Var.[/C][C]8019.05806451613[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]34552.3493761141[/C][C]Range[/C][C]685[/C][C]Trim Var.[/C][C]24607.0862068966[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]106243.683712121[/C][C]Range[/C][C]1251[/C][C]Trim Var.[/C][C]74620.1625615763[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]19746.8913043478[/C][C]Range[/C][C]599[/C][C]Trim Var.[/C][C]8959.77631578947[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]30099.2490118577[/C][C]Range[/C][C]658[/C][C]Trim Var.[/C][C]17038.5614035088[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]72261.170995671[/C][C]Range[/C][C]946[/C][C]Trim Var.[/C][C]45199.5849673203[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]210855.361904762[/C][C]Range[/C][C]1532[/C][C]Trim Var.[/C][C]136268.808823529[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115022&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115022&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)26645.6152482269Range675Trim Var.15836.9407665505
V(Y[t],d=1,D=0)43923.401480111Range989Trim Var.18224.2878048780
V(Y[t],d=2,D=0)112937.024637681Range1503Trim Var.58849.8044871795
V(Y[t],d=3,D=0)324847.937373737Range2458Trim Var.176479.453441296
V(Y[t],d=0,D=1)7961.07301587302Range389Trim Var.4662.75705645161
V(Y[t],d=1,D=1)12366.5932773109Range448Trim Var.8019.05806451613
V(Y[t],d=2,D=1)34552.3493761141Range685Trim Var.24607.0862068966
V(Y[t],d=3,D=1)106243.683712121Range1251Trim Var.74620.1625615763
V(Y[t],d=0,D=2)19746.8913043478Range599Trim Var.8959.77631578947
V(Y[t],d=1,D=2)30099.2490118577Range658Trim Var.17038.5614035088
V(Y[t],d=2,D=2)72261.170995671Range946Trim Var.45199.5849673203
V(Y[t],d=3,D=2)210855.361904762Range1532Trim Var.136268.808823529


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ;
Parameters (R input):
par1 = 12 ;
R code (references can be found in the software module):
par1 <- as.numeric(par1)
n <- length(x)
sx <- sort(x)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Variance Reduction Matrix',6,TRUE)
a<-table.row.end(a)
for (bigd in 0:2) {
for (smalld in 0:3) {
mylabel <- 'V(Y[t],d='
mylabel <- paste(mylabel,as.character(smalld),sep='')
mylabel <- paste(mylabel,',D=',sep='')
mylabel <- paste(mylabel,as.character(bigd),sep='')
mylabel <- paste(mylabel,')',sep='')
a<-table.row.start(a)
a<-table.element(a,mylabel,header=TRUE)
myx <- x
if (smalld > 0) myx <- diff(myx,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,var(myx))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,max(myx)-min(myx))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,var(smyx[smyx>quantile(smyx,0.05) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()